A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258): Difference between revisions

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Latest revision as of 21:12, 4 July 2024

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A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
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    A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (English)
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    10 February 2012
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    portfolio adjusting
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    possibilistic moment
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    transaction costs
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    SMO-type decomposition method
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